NYMEX Natural Gas Future January 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 5.530 5.696 0.166 3.0% 6.059
High 5.705 5.696 -0.009 -0.2% 6.266
Low 5.523 5.407 -0.116 -2.1% 5.793
Close 5.627 5.419 -0.208 -3.7% 5.808
Range 0.182 0.289 0.107 58.8% 0.473
ATR 0.237 0.241 0.004 1.6% 0.000
Volume 23,635 21,635 -2,000 -8.5% 118,366
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 6.374 6.186 5.578
R3 6.085 5.897 5.498
R2 5.796 5.796 5.472
R1 5.608 5.608 5.445 5.558
PP 5.507 5.507 5.507 5.482
S1 5.319 5.319 5.393 5.269
S2 5.218 5.218 5.366
S3 4.929 5.030 5.340
S4 4.640 4.741 5.260
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 7.375 7.064 6.068
R3 6.902 6.591 5.938
R2 6.429 6.429 5.895
R1 6.118 6.118 5.851 6.037
PP 5.956 5.956 5.956 5.915
S1 5.645 5.645 5.765 5.564
S2 5.483 5.483 5.721
S3 5.010 5.172 5.678
S4 4.537 4.699 5.548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.140 5.407 0.733 13.5% 0.246 4.5% 2% False True 22,456
10 6.266 5.407 0.859 15.9% 0.242 4.5% 1% False True 23,107
20 6.266 5.407 0.859 15.9% 0.247 4.5% 1% False True 27,393
40 6.266 4.677 1.589 29.3% 0.240 4.4% 47% False False 22,137
60 6.266 4.677 1.589 29.3% 0.205 3.8% 47% False False 17,666
80 6.266 4.677 1.589 29.3% 0.197 3.6% 47% False False 15,079
100 6.462 4.677 1.785 32.9% 0.189 3.5% 42% False False 13,098
120 6.462 4.677 1.785 32.9% 0.190 3.5% 42% False False 11,820
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.046
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.924
2.618 6.453
1.618 6.164
1.000 5.985
0.618 5.875
HIGH 5.696
0.618 5.586
0.500 5.552
0.382 5.517
LOW 5.407
0.618 5.228
1.000 5.118
1.618 4.939
2.618 4.650
4.250 4.179
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 5.552 5.597
PP 5.507 5.537
S1 5.463 5.478

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These figures are updated between 7pm and 10pm EST after a trading day.

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